Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.325365 0.356801 0.391010 0.431186 0.477318 0.528919 0.591407
2025-02-16 0.282756 0.322461 0.368134 0.425112 0.495082 0.579264 0.689867
2025-02-23 0.247387 0.290227 0.341551 0.408564 0.495275 0.605911 0.761570
2025-03-02 0.219491 0.263274 0.317446 0.390835 0.490011 0.623065 0.821947
2025-03-09 0.204567 0.250585 0.309307 0.391778 0.508163 0.672546 0.934529
2025-03-16 0.195884 0.244794 0.309082 0.402608 0.540442 0.745688 1.095890
2025-03-23 0.186449 0.236999 0.305149 0.407391 0.564008 0.808774 1.254284
2025-03-30 0.177220 0.228613 0.299456 0.408679 0.581939 0.865114 1.413402
2025-04-06 0.168025 0.219513 0.291859 0.406100 0.593048 0.911300 1.564323
2025-04-13 0.156311 0.206039 0.276868 0.390645 0.581088 0.915201 1.631631
2025-04-20 0.150377 0.200470 0.273065 0.392275 0.597778 0.973010 1.827370
2025-04-27 0.144564 0.194681 0.268452 0.392046 0.610984 1.026072 2.027857
2025-05-04 0.138101 0.187743 0.261888 0.388493 0.618700 1.071514 2.230414
2025-05-11 0.133313 0.183033 0.258443 0.389833 0.635549 1.138783 2.515266
2025-05-18 0.126310 0.174564 0.248506 0.379106 0.628081 1.152508 2.656858
2025-05-25 0.119249 0.165670 0.237390 0.365457 0.613431 1.147915 2.743530
2025-06-01 0.115972 0.162496 0.235344 0.367789 0.630962 1.220693 3.107530
2025-06-08 0.114585 0.162189 0.237929 0.378661 0.667305 1.346388 3.724509
2025-06-15 0.112178 0.160116 0.237407 0.383658 0.691816 1.448160 4.323312
2025-06-22 0.109319 0.157164 0.235197 0.385220 0.708953 1.534473 4.924049
2025-06-29 0.106016 0.153334 0.231252 0.383077 0.717417 1.598703 5.477086
2025-07-06 0.100948 0.146401 0.221575 0.368951 0.696535 1.573407 5.562100
2025-07-13 0.098696 0.144049 0.219827 0.370543 0.713058 1.664523 6.362181